Frequency of the return distribution

Source: R/Frequency.R

Gives the period of the return distribution (ie 12 if monthly return, 4 if quarterly return)

Frequency(R, ...)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

...

any other passthru parameters

Author

Matthieu Lestel

Examples

data(portfolio_bacon)
print(Frequency(portfolio_bacon[,1])) #expected 12
#> [1] 12
data(managers)
print(Frequency(managers['1996',1:5]))
#>           HAM1 HAM2 HAM3 HAM4 HAM5
#> Frequency   12   12   12   12   NA